SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.114 | ||||
Diff. absolute / % | -0.04 | -31.58% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1290668966 |
Valor | 129066896 |
Symbol | WRIAMV |
Strike | 52.00 GBP |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/10/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Bank Vontobel |
Implied volatility | 0.27% |
Leverage | 12.23 |
Delta | 0.27 |
Gamma | 0.09 |
Vega | 0.07 |
Distance to Strike | 2.05 |
Distance to Strike in % | 4.10% |
Average Spread | 8.85% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 170,000 |
Last Best Ask Volume | 170,000 |
Average Buy Volume | 165,556 |
Average Sell Volume | 165,556 |
Average Buy Value | 17,912 CHF |
Average Sell Value | 19,568 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |